Cut the tops off the peppers and scoop out the seeds and insides. Blanch the peppers and their tops in a large pan of boiling water for 3 to 4 minutes. Remove, and stand upside down on racks to drain. Boil the rice according to the instructions on the package, but drain and rinse in cold water 3 minutes before the recommended cooking time has elapsed. Drain again. In a large frying pan, heat the oil and sauté the onion until soft. Stir in the anchovy pieces and the garlic, and mash them. Add the tomatoes, and the wine, and cook for 5 minutes. Preheat the oven to 375 degrees. Remove the tomato mixture from the heat. Stir in the rice, parsley, mozzarella and 4 tablespoons of the Parmesan cheese. Season the mixture with the salt and pepper. Pat the insides of the peppers dry, sprinkle with salt and pepper. Stuff the peppers. Sprinkle the tops with the remaining Parmesan, and sprinkle with a little oil. Arrange the peppers in a shallow baking dish. Pour in enough water to come just 1/2 inch up the sides of the peppers. Bake for 25 minutes. Serve at once, with tomato sauce if you wish. Also good served at room temperature.Serves 6.